In Skyrim, sneak is a very useful tool for two reasons in particular. You can go use the creeper toon that no one can see, and use the levels to apply to Magika or health instead of stamina (which is what an assassin or thief wants). You can then use the perks on other skills other than sneak! See Step 1 to master sneak.

Steps

1

You will need to have a dagger. This is very important.

2

You need to have gained entrance to High Hrothgar on The Throat of the World. (This is achieved by getting further in the story)

3

Once you get done with the Greybeards' training in the Thu'um, stand at the main entrance.

4

Go down the corridor to the right and sneak while doing so.

5

Pull out those lethal daggers and you will see a Greybeard meditating at an altar.

6

Go behind him, save and turn the difficulty to maximum (this way you may score more hits and not wait for him to recharge health as much)

7

Beat on him and attack.

8

Once he either stands up or notices you, run and hide around the corner down the stairs. (If you have the Silent Roll perk for sneak, use it!)